Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52958.95 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34991.36 Kr¶

PnL: ---------------------------------------> -127.86 Kr¶

DD now: ---------------------------------> -0.304 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 17:00:41.345544'

Anic Portfolio¶

This Week¶

Return: -0.21 %¶

Total¶

Return: 73.36 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Balco Group 39 0.210000 1881.750000 11.700000 0.630000 1870.050000
Humana 40 2.170000 678.400000 6.400000 0.950000 672.000000
BHG Group 49 -2.460000 640.430000 2.940000 0.460000 637.490000
SynAct Pharma 9 2.000000 643.500000 0.900000 0.140000 642.600000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
Ambea 68 2.420000 2530.960000 0.000000 0.000000 2530.960000
Indutrade 5 0.570000 1316.500000 -0.500000 -0.040000 1317.000000
SCA A 4 -0.930000 597.600000 -0.800000 -0.130000 598.400000
BONESUPPORT HOLDING 10 1.160000 1220.000000 -1.000000 -0.080000 1221.000000
Sampo Oyj SDB 1 0.000000 503.000000 -1.000000 -0.200000 504.000000
Profoto Holding 7 -1.430000 579.600000 -1.400000 -0.240000 581.000000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
Latour B 2 0.220000 446.800000 -1.600000 -0.360000 448.400000
Addtech B 3 1.660000 696.600000 -1.800000 -0.260000 698.400000
Creades A 7 0.640000 606.200000 -2.450000 -0.400000 608.650000
Vitrolife 3 -0.970000 672.000000 -3.000000 -0.440000 675.000000
Biotage 4 -0.800000 596.800000 -4.000000 -0.670000 600.800000
New Wave B 20 1.400000 3900.000000 -6.000000 -0.150000 3906.000000
Xvivo Perfusion 3 -1.240000 837.000000 -6.000000 -0.710000 843.000000
Sdiptech B 3 1.040000 813.000000 -7.200000 -0.880000 820.200000
Embracer Group B 26 0.740000 652.340000 -7.280000 -1.100000 659.620000
Investor A 16 -0.540000 3528.000000 -8.000000 -0.230000 3536.000000
Gaming Innovation Group 161 1.170000 4169.900000 -8.050000 -0.190000 4177.950000
NCC A 6 -0.810000 589.200000 -8.400000 -1.410000 597.600000
Fortnox 10 -1.760000 657.000000 -8.600000 -1.290000 665.600000
Volati 5 0.180000 563.000000 -10.000000 -1.750000 573.000000
Eastnine 6 -0.560000 644.400000 -10.800000 -1.650000 655.200000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34987.230000 -131.990000 -0.31161% 35119.220000

Updated:¶

'2023-06-07 17:00:08.614506'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶